Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

Seasonality in continuous time models

Chambers, M.J
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--446) / BLDSC - B...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, E
City of London Polytechnic (United Kingdom)
Council for National Academic Awards (CNAA), London (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D75871/87 / BLDSC - British Library ...

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, A.R.
Smith, R.J.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-13) / BLDSC - British Lib...

Locally optimal tests against seasonal unit roots

Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

On the practical problems of computing seasonal unit root tests The case of non-durable consumers' expenditures

Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/10) / BLDSC - British L...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Mills, T.C.
Hull Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Stochastic seasonality and daily financial time series

Andrade, I.
Clare, A.
O'Brien, R.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9602) / BLDSC - British Lib...

Alternative estimators and unit root tests for seasonal autoregressive processes

Taylor, A.R.
Rodrigues, P.M.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-07) / BLDSC - British Lib...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

Testing for the presence of a random walk in series with structural breaks

Busetti, F.
Harvey, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/365) / BLDSC - British Li...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

Seasonality in continuous time models

Chambers, M.J
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--446) / BLDSC - B...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, E
City of London Polytechnic (United Kingdom)
Council for National Academic Awards (CNAA), London (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D75871/87 / BLDSC - British Library ...

Tests of seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, A.R.
Smith, R.J.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-13) / BLDSC - British Lib...

Locally optimal tests against seasonal unit roots

Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

On the practical problems of computing seasonal unit root tests The case of non-durable consumers' expenditures

Taylor, R.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(96/10) / BLDSC - British L...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Mills, T.C.
Hull Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Stochastic seasonality and daily financial time series

Andrade, I.
Clare, A.
O'Brien, R.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9602) / BLDSC - British Lib...

Alternative estimators and unit root tests for seasonal autoregressive processes

Taylor, A.R.
Rodrigues, P.M.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-07) / BLDSC - British Lib...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

Testing for the presence of a random walk in series with structural breaks

Busetti, F.
Harvey, A.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(98/365) / BLDSC - British Li...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

Seasonality in continuous time models

Chambers, M.J
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.973(EU-DE-DPS--446) / BLDSC - B...

Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts

Giziaki, E
City of London Polytechnic (United Kingdom)
Council for National Academic Awards (CNAA), London (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D75871/87 / BLDSC - British Library ...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Abstract

Extracted data

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Abstract

Extracted data

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